基于概率模型的蓝筹与小盘轮动策略:年化收益率（24.91%）
该策略基于正态分布概率模型量化风格趋势信号，筛选合规且财务达标的标的后，按趋势精选蓝筹或小盘标的，等额持仓十只，月度调仓。
概要
核心指标
- 累计收益率: 80.17%
- 年化收益率: 24.91%
- 基准收益率: 27.28%
- 阿尔法: 0.14
- 夏普比率: 0.82
- 最大回撤: 29.48%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-10-08 | 德业股份(605117.SH) | 85.715708695652 | 2300 | 21 | 76.96 | 177008 | -20138.13/-10.215% |
| 2026-10-08 | 兴齐眼药(300573.SZ) | 38.095261622252 | 5141 | 21 | 35.66 | 183328.06 | -12519.68/-6.393% |
| 2026-10-08 | 天孚通信(300394.SZ) | 247.58067047076 | 701 | 21 | 235.07 | 164784.07 | -8769.98/-5.053% |
| 2026-10-08 | 中国人寿(601628.SH) | 38.991694 | 5000 | 21 | 35.94 | 179700 | -15258.47/-7.827% |
| 2026-10-08 | 协创数据(300857.SZ) | 247.0741 | 700 | 21 | 234.8 | 164360 | -8591.87/-4.968% |
| 2026-10-08 | 同花顺(300033.SZ) | 225.0675 | 800 | 21 | 191.3 | 153040 | -27014/-15.003% |
| 2026-10-08 | 亚翔集成(603929.SH) | 153.7015004122 | 1213 | 21 | 137.8 | 167151.4 | -19288.52/-10.346% |
| 2026-10-08 | 香农芯创(300475.SZ) | 166.08980909091 | 1100 | 21 | 144.98 | 159478 | -23220.79/-12.71% |
| 2026-10-08 | 新易盛(300502.SZ) | 517.95534 | 500 | 65 | 378.5 | 189250 | -69727.67/-26.924% |
| 2026-10-08 | 中际旭创(300308.SZ) | 489.74686666667 | 200 | 224 | 783 | 156600 | 58650.63/59.879% |
交易详情
| 2026-09-23 | 兴齐眼药(300573.SZ) | 买 | 41 | 36.86 | -18.74 | ¥0 | 0 |
| 2026-09-23 | 同花顺(300033.SZ) | 买 | 0 | 210.17 | -160 | ¥0 | 0 |
| 2026-09-17 | 天孚通信(300394.SZ) | 买 | 1 | 268.49 | -81.51 | ¥0 | 0 |
| 2026-09-15 | 亚翔集成(603929.SH) | 买 | 13 | 150.56 | -22.72 | ¥0 | 0 |
| 2026-09-02 | 恒瑞医药(600276.SH) | 卖 | -3700 | 46.23 | -171051 | ¥222.37 | -26144.14 |
| 2026-09-02 | 中信证券(600030.SH) | 卖 | -6900 | 27.91 | -192579 | ¥250.35 | -2197.42 |
| 2026-09-02 | 长江电力(600900.SH) | 卖 | -6859 | 28.49 | -195412.91 | ¥254.04 | 12432.6 |
| 2026-09-02 | 北方华创(002371.SZ) | 卖 | -300 | 660 | -198000 | ¥257.4 | 65186.17 |
| 2026-09-02 | 立讯精密(002475.SZ) | 卖 | -3619 | 56.7 | -205197.3 | ¥266.76 | -13784.93 |
| 2026-09-02 | 紫金矿业(601899.SH) | 卖 | -6186 | 32.89 | -203457.54 | ¥264.49 | 24499.54 |
